SPDR DoubleLine Short Duration Total Return… (STOT) Performance
STOT total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +1.4% since Dec 31, 2025
- 1 year
- +2.1% total return
- 5 years
- +3.0% a year
- 10 years
- +2.3% a year
- Since first price
- +2.4% a year since 2016
STOT trailing returns vs AGG, TLT, SPY
| Period | STOT total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | +0.5% | +0.1% | +0.9% | +1.5% | −1.0% |
| 3 months | +0.3% | −0.8% | −0.4% | −1.0% | +3.2% |
| 6 months | +0.6% | −1.6% | −1.5% | −3.8% | +7.8% |
| YTD | +1.4% | −1.8% | −1.0% | −3.4% | +12.3% |
| 1 year | +2.1% | −2.3% | −1.1% | −6.9% | +14.4% |
| 3 years | +15.0%+4.8%/yr | −0.1% | +16.6%+5.2%/yr | +9.7%+3.1%/yr | +87.4%+23.3%/yr |
| 5 years | +15.7%+3.0%/yr | −5.9% | −0.8%−0.2%/yr | −32.5%−7.6%/yr | +79.3%+12.4%/yr |
| 10 years | +26.0%+2.3%/yr | −7.9% | +14.0%+1.3%/yr | −18.7%−2.0%/yr | +315.9%+15.3%/yr |
| Since inceptionApr 14, 2016 | +28.2%+2.4%/yr | −7.3% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: STOT vs AGG
From Apr 14, 2016: STOT grew to $12,822, AGG to $11,657.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
STOT returns by calendar year
8 of 9 full years positive. Best 2023 (+6.4%), worst 2022 (−3.8%). 2026 is year to date.
STOT annual returns table
| Year | STOT | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | +1.4% | −1.0% | −1.0% | −3.4% | +12.3% |
| 2025 | +5.6% | −0.7% | +7.2% | +4.3% | +17.7% |
| 2024 | +5.3% | −0.7% | +1.3% | −8.1% | +24.9% |
| 2023 | +6.4% | −0.8% | +5.7% | +2.8% | +26.2% |
| 2022 | −3.8% | −5.4% | −13.0% | −31.2% | −18.2% |
| 2021 | +0.3% | −1.0% | −1.8% | −4.6% | +28.7% |
| 2020 | +2.4% | −5.1% | +7.5% | +18.2% | +18.3% |
| 2019 | +4.4% | −0.4% | +8.5% | +14.1% | +31.2% |
| 2018 | +0.9% | −0.7% | +0.1% | −1.6% | −4.6% |
| 2017 | +1.7% | −1.0% | +3.6% | +9.2% | +21.7% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
STOT largest drawdowns
Now 0.3% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Aug 3, 2021 | −6.1% | Nov 7, 2022 | Nov 2, 2023 | 1.3 years | 2.2 years |
| Mar 5, 2020 | −5.1% | Mar 24, 2020 | Jul 28, 2020 | 19 days | 5 months |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
STOT risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2016 |
|---|---|---|---|---|
| Annualized return | +4.8% | +2.8% | +2.3% | +2.4% |
| Volatility (annualized) | 1.5% | 2.0% | 2.1% | 2.0% |
| Sharpe ratio | 0.22 | -0.48 | 0.01 | 0.09 |
| Sortino ratio | 0.31 | -0.59 | 0.01 | 0.11 |
| Best month | +1.4% | +1.4% | +1.5% | +1.5% |
| Worst month | −0.7% | −1.1% | −3.4% | −3.4% |
| Best 12 months | +7.6% | +7.6% | +7.6% | +7.6% |
| Worst 12 months | +2.2% | −5.4% | −5.4% | −5.4% |
| Positive months | 89% | 73% | 72% | 74% |
| Beta vs S&P 500 | 0.05 | 0.06 | 0.06 | — |
| Correlation with S&P 500 | 0.41 | 0.49 | 0.44 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
STOT rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 115 | −5.4% | +2.4% | +7.6% | 88% |
| 3-year (a year) | 91 | −1.0% | +2.3% | +6.1% | 90% |
| 5-year (a year) | 67 | +0.4% | +1.9% | +2.9% | 100% |
| 10-year (a year) | 7 | +2.3% | +2.4% | +2.5% | 100% |
Every holding period starting at a month-end since 2016. Returns for 3 years and longer are annualized.
STOT performance overview
SPDR DoubleLine Short Duration Total Return… (STOT) returned +2.1% over the past year and +2.3% a year over ten years, with distributions reinvested. Since its first recorded price in 2016 it has returned +2.4% a year, turning $10,000 into about $12,822. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −6.1%, from Aug 3, 2021 to Nov 7, 2022, and it took 12 months to get back to the old high. STOT finished 8 of its 9 full calendar years with a gain; the best year was 2023 (+6.4%) and the worst 2022 (−3.8%). Volatility has been 2.0% a year.
Related: STOT chart, STOT dividends, STOT bond profile. See the STOT overview for the latest quote and fund facts.
STOT performance FAQ
What is the STOT return over the past year?
STOT returned +2.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 2.3%.
What is the average annual return of STOT?
STOT has returned +3.0% a year over 5 years, +2.3% a year over 10 years, +2.4% a year since April 14, 2016 (total return, distributions reinvested).
How much would $10,000 invested in STOT be worth?
$10,000 invested in STOT at its first recorded close on April 14, 2016 would be worth about $12,822 on October 23, 2026 with distributions reinvested.
What was the worst year for STOT?
The worst calendar year was 2022, with a total return of −3.8%. The best was 2023 at +6.4%.
What is the biggest drawdown of STOT?
The largest peak-to-trough decline was −6.1% between August 3, 2021 and November 7, 2022. It recovered to the old high on November 2, 2023, 12 months after the bottom.
How volatile is STOT?
Over the past 3 years STOT had an annualized volatility of 1.5% and a Sharpe ratio of 0.22 (excess return over 1–3 month T-bills per unit of risk).